Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086): Difference between revisions

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+PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH
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+An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions
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+Perpetual American options with fractional Brownian motion
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+Pricing geometric Asian power options under mixed fractional Brownian motion environment
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+Arbitrage with Fractional Brownian Motion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
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